Anic Equity¶

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Total return since start: 0.587 %¶

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Equity now: -----------------------------> 48471.26 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46272.38 Kr¶

PnL: ---------------------------------------> -1949.87 Kr¶

DD now: ---------------------------------> -6.916 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:12:05.858372'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.0 %¶

Total¶

Return: 58.682 %¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 6.760000 2929.500000 293.500000 11.130000 2636.000010
Nordea Bank Abp 29 1.490000 3632.540000 178.540000 5.170000 3453.999992
HMS Networks 2 3.000000 836.400000 163.400000 24.280000 673.000000
Fasadgruppen Group 38 0.720000 4256.000000 115.000000 2.780000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 10.920000 437.800000 82.800000 23.320000 355.000000
FM Mattsson Mora Group B 54 -2.900000 3256.200000 76.200000 2.400000 3180.000006
Corem Property Group B 59 11.330000 643.690000 66.690000 11.560000 576.999999
AcadeMedia 12 4.800000 618.000000 61.000000 10.950000 557.000004
Boozt 12 3.260000 1711.200000 57.200000 3.460000 1653.999996
Swedbank A 3 -0.870000 615.900000 51.900000 9.200000 564.000000
SAAB B 8 -0.630000 3427.200000 50.200000 1.490000 3377.000000
Resurs Holding 22 0.320000 621.720000 47.720000 8.310000 573.999998
OEM International B 7 3.310000 568.400000 40.400000 7.650000 527.999997
Intrum 4 2.320000 563.600000 36.600000 6.940000 527.000000
Securitas B 6 2.590000 599.400000 29.400000 5.160000 570.000000
MedCap 2 -3.910000 442.000000 21.000000 4.990000 421.000000
Norva24 Group 16 -1.630000 561.600000 18.600000 3.430000 543.000000
Samhällsbyggnadsbo. i Norden D 12 5.580000 263.520000 17.520000 7.120000 246.000000
Coor Service Management Hold. 8 1.110000 547.600000 15.600000 2.930000 532.000000
Eastnine 4 0.480000 505.600000 14.600000 2.970000 491.000000
Karnov Group 9 1.500000 549.000000 13.000000 2.430000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.930000 572.250000 10.250000 1.820000 562.000005
Creaspac SPAC 6 0.100000 579.600000 2.600000 0.450000 577.000002
Handelsbanken A 5 -1.050000 543.250000 -2.750000 -0.500000 546.000000
Sampo Oyj SDB 7 -1.080000 3843.000000 -7.000000 -0.180000 3850.000000
Midsona B 63 -4.110000 572.670000 -10.330000 -1.770000 582.999984
CTEK 13 2.890000 517.660000 -16.340000 -3.060000 533.999999
Essity B 2 0.520000 541.400000 -32.600000 -5.680000 574.000000
Beijer Electronics Group 27 2.920000 3045.600000 -38.400000 -1.250000 3083.999994
International Petroleum Corp. 5 -3.590000 537.000000 -57.570000 -9.680000 594.565215
Vivesto 1368 -1.170000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 0.560000 1084.000000 -65.000000 -5.660000 1149.000000
OX2 22 1.650000 1896.400000 -92.600000 -4.660000 1989.000002
Axfood 15 -3.870000 3652.500000 -647.500000 -15.060000 4300.000005
Ovzon 64 -0.190000 3347.200000 -648.800000 -16.240000 3996.000000
TOTAL 48873.440000 -214.130000 0.0% 49087.564636

Updated:¶

'2023-02-02 15:24:24.304951'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_7580/2152392845.py in <module>
      8     in_out = KER.mean(axis = 1).tail(150)
----> 9     if in_out.index[-1].date() < dt.today().date()-delta(days=1):
     10 

~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexes\base.py in __getitem__(self, key)
   4603             key = com.cast_scalar_indexer(key, warn_float=True)
-> 4604             return getitem(key)
   4605 

IndexError: index -1 is out of bounds for axis 0 with size 0

During handling of the above exception, another exception occurred:

IndexError                                Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_7580/2152392845.py in <module>
     39         list(px.line(df, x='Date', y='limit').select_traces())
     40     )
---> 41     fig['data'][1]['line']['color']='rgb(250, 50, 50)'
     42     fig['data'][0]['line']['width']=5
     43     fig.show()

IndexError: tuple index out of range

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶